Arconic Related Correlations
ARNCDelisted Stock | USD 29.99 0.00 0.00% |
Correlations
SMTC | FSI | ECL | ARW | AVNT | DOW | NL | AMKR | ||
SMTC | 0.18 | 0.55 | 0.85 | 0.76 | 0.75 | 0.74 | 0.55 | SMTC | |
FSI | 0.18 | 0.57 | 0.06 | 0.36 | 0.49 | 0.03 | 0.01 | FSI | |
ECL | 0.55 | 0.57 | 0.48 | 0.65 | 0.85 | 0.61 | 0.07 | ECL | |
ARW | 0.85 | 0.06 | 0.48 | 0.89 | 0.73 | 0.71 | 0.48 | ARW | |
AVNT | 0.76 | 0.36 | 0.65 | 0.89 | 0.85 | 0.69 | 0.36 | AVNT | |
DOW | 0.75 | 0.49 | 0.85 | 0.73 | 0.85 | 0.75 | 0.32 | DOW | |
NL | 0.74 | 0.03 | 0.61 | 0.71 | 0.69 | 0.75 | 0.18 | NL | |
AMKR | 0.55 | 0.01 | 0.07 | 0.48 | 0.36 | 0.32 | 0.18 | AMKR | |
SMTC | FSI | ECL | ARW | AVNT | DOW | NL | AMKR |
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Risk-Adjusted Indicators
There is a big difference between Arconic Stock performing well and Arconic Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Arconic's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
SMTC | 2.65 | (0.04) | 0.09 | 0.11 | 2.42 | 6.87 | 15.65 | |||
FSI | 1.87 | 0.07 | 0.05 | 0.18 | 1.93 | 4.84 | 18.94 | |||
ECL | 0.74 | 0.26 | 0.14 | (1.78) | 0.46 | 1.53 | 10.87 | |||
ARW | 0.98 | (0.10) | (0.04) | 0.05 | 1.13 | 2.64 | 7.05 | |||
AVNT | 1.34 | (0.18) | (0.02) | 0.04 | 1.58 | 2.27 | 10.00 | |||
DOW | 0.90 | (0.08) | (0.03) | 0.07 | 0.91 | 2.24 | 6.43 | |||
NL | 1.87 | 0.26 | 0.20 | 0.28 | 1.42 | 5.01 | 11.54 | |||
AMKR | 1.87 | (0.34) | 0.00 | (0.02) | 0.00 | 3.71 | 12.11 |